r语言mcmc metropolis-hastings算法的相关内容

文章 2024-04-17 来自：开发者社区

R语言随机波动率(SV)模型、MCMC的Metropolis-Hastings算法金融应用：预测标准普尔SP500指数

在这个例子中，我们考虑随机波动率模型 SV0 的应用，例如在金融领域。统计模型随机波动率模型定义如下并为 ...

文章 2024-04-17 来自：开发者社区

R语言贝叶斯推断与MCMC：实现Metropolis-Hastings 采样算法示例

示例1：使用MCMC的指数分布采样任何MCMC方案的目标都是从“目标”分布产生样本。在这种情况下，我们将使用平均值为1的指数分布作为我们的目标分布。所以我们从定义目标密度开始： target = function(x){ if(x<0){ return(0)...

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更新时间 2024-06-05 17:37:28

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